Johannes Pfeifer
d84bf3e107
Add unit tests for perfect foresight to detect issues with histval
2016-03-23 20:15:57 +01:00
Johannes Pfeifer
da5f7243e9
Add missing data file and options for kalman_filter_smoother/compare_results_simulation unit tests
2016-03-23 10:48:23 +01:00
Johannes Pfeifer
2139420336
Factorize unit tests for observation trends
2016-03-23 10:48:22 +01:00
Johannes Pfeifer
acd08bba0e
Add means and trends to Bayesian smoother results
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Also adjusts unit test
2016-03-23 10:47:25 +01:00
Johannes Pfeifer
df54e8fcab
Add unit tests for correctness of smoother results
2016-03-23 10:46:30 +01:00
Johannes Pfeifer
018fed21cd
Add unit test for calibrated smoother
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Tests loglinear, prefilter, and first_obs options
2016-03-23 10:35:40 +01:00
Johannes Pfeifer
8c8587d89b
Add factored unit tests for mh_recover
2016-03-16 19:04:03 +01:00
Michel Juillard
066c79f46a
test case for previous commit
2016-03-07 21:51:45 +01:00
Johannes Pfeifer
2e359cac02
Widen tolerance criterion in unit test
2015-12-17 17:06:53 +01:00
Johannes Pfeifer
af627b8ecf
Adapt estimated parameters to not hit prior bounds
2015-12-17 17:06:33 +01:00
Johannes Pfeifer
e5894c4157
Add eps-loaders to GSA output
2015-12-14 14:09:37 +01:00
Johannes Pfeifer
4f9b141c76
Add eps-loaders to identification codes
2015-12-14 11:26:33 +01:00
Johannes Pfeifer
1c630a8172
Add trace_plot to LaTeX unit test
2015-12-13 17:45:10 +01:00
Stéphane Adjemian (Charybdis)
5ef86416bf
Merge branch 'cmr-prior'
2015-12-04 15:06:28 +01:00
Stéphane Adjemian (Charybdis)
a0119404c5
Added integration test for the Weibull prior.
2015-12-04 15:04:10 +01:00
Houtan Bastani
943db6fb24
testsuite: move tests/reporting/example1.mod to examples/example1_reporting.mod. closes #1111
2015-12-01 13:53:08 +01:00
Michel Juillard
717967f31f
adding forgotten test file
2015-11-28 21:02:10 +01:00
Michel Juillard
c373d1e1be
adding new option 'fast_kalman_filter' implementing Ed Herbst 2012 approach
2015-11-28 17:38:00 +01:00
Stéphane Adjemian (Charybdis)
cbe236730c
Factorized tests and removed time consuming and out of scope parts.
2015-11-04 22:19:14 +01:00
Johannes Pfeifer
a7ed27b889
Document lik_init=5 and add unit test for lik_init
2015-10-18 18:55:33 +02:00
Stéphane Adjemian (Charybdis)
cf17040915
Added integration test for PR #1062 (conditional forecasts).
2015-10-16 17:22:33 +02:00
Houtan Bastani
f583add550
prior_posterior_function: save results to different structures, depending on which command was called
2015-10-14 11:19:12 +02:00
Houtan Bastani
fd5ce1366e
preprocessor: change prior_posterior_function into two arguments. closes #1076
2015-10-14 11:02:35 +02:00
Stéphane Adjemian (Charybdis)
6ea5bdde34
Merge branch 'johannes_bandpass'
2015-10-13 23:56:22 +02:00
Stéphane Adjemian (Charybdis)
a13c852feb
Removed calls to autocorr routine in integration test.
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This routine is part of the matlab's statistical toolbox which is not
required by Dynare (and not available on karaba). Use
sample_autocovariance routine instead.
2015-10-13 23:50:38 +02:00
Johannes Pfeifer
f7175745ac
Add one-sided HP filter
2015-10-13 20:50:03 +02:00
Houtan Bastani
8c44936846
prior_posterior_function: modify test to accord with preprocessor changes #1076
2015-10-13 17:41:45 +02:00
Houtan Bastani
c45a054c6f
modify calling structure of execute_prior_posterior_function and update doc
2015-10-13 15:13:35 +02:00
Stéphane Adjemian
d3eca9338b
Merge pull request #1038 from JohannesPfeifer/kernel_density
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Allow computing posterior kernel density
2015-10-12 23:23:07 +02:00
Michel Juillard
8be2841582
fixing Makefile.am error
2015-10-12 22:39:03 +02:00
Johannes Pfeifer
2c63ca8843
Add unit tests for HP filter, bandpass filter, and spectral density
2015-10-12 21:18:51 +02:00
Johannes Pfeifer
40877685f2
Add LaTeX-output option to table from stoch_simul.m
2015-10-12 20:42:04 +02:00
Johannes Pfeifer
3902c86407
Add unit test for variance decomposition
2015-10-12 20:42:02 +02:00
Johannes Pfeifer
b7cbb563d6
Allow suppressing density of smoother and forecast objects
2015-10-12 15:34:52 +02:00
MichelJuillard
866ab33575
Merge pull request #1042 from JohannesPfeifer/discretionary
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Various fixes for discretionary_policy
2015-10-10 22:25:46 +02:00
MichelJuillard
b51b037ef2
Merge pull request #871 from JohannesPfeifer/prior_posterior_function
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Add functionality Prior posterior function
2015-10-10 22:17:53 +02:00
Stéphane Adjemian (Charybdis)
dcf7cfbc4b
Cosmetic change (testsuite).
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Do not print warnings with Matlab>=R2015b because of the exit command at the end of the run_test_matlab script.
Do not print
2015-10-10 02:26:40 +02:00
Stéphane Adjemian
3490e400bc
Merge pull request #1015 from JohannesPfeifer/model_comparison
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Bugfixes and improvements for model_comparison
2015-10-09 17:11:15 +02:00
Michel Juillard
035adeb89e
Revert "More fixing related to objective_function_penalty_base"
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This reverts commit 1ad8df4635
.
2015-10-09 14:23:31 +02:00
Michel Juillard
9be5c31761
Revert "More fixing of the same"
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This reverts commit a54dda165f
.
2015-10-09 14:23:31 +02:00
Michel Juillard
bc37c838c7
Revert "more fixes for penalty objective function"
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This reverts commit 3dac7f8809
.
2015-10-09 14:23:31 +02:00
Stéphane Adjemian (Charybdis)
bf51be7efd
Revert "Revert "test suite: add rule for text files""
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This reverts commit 4825745047
.
2015-10-08 23:20:35 +02:00
Stéphane Adjemian (Charybdis)
6396794b5b
Revert "Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used""
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This reverts commit 62b1c85fd4
.
2015-10-08 23:20:08 +02:00
Stéphane Adjemian (Charybdis)
276c34f394
Revert "Temporarily removed an integration test."
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This reverts commit 7b2ccc5a52
.
2015-10-08 21:53:22 +02:00
Michel Juillard
3dac7f8809
more fixes for penalty objective function
2015-10-08 20:57:00 +02:00
Michel Juillard
a54dda165f
More fixing of the same
2015-10-08 20:57:00 +02:00
Michel Juillard
1ad8df4635
More fixing related to objective_function_penalty_base
2015-10-08 20:57:00 +02:00
Stéphane Adjemian (Charybdis)
7b2ccc5a52
Temporarily removed an integration test.
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tests/recursive/ls2003_bayesian_xls.mod causes a seg fault under Octave
3.8.2 (Debian/Jessie).
2015-10-07 12:22:50 +02:00
Stéphane Adjemian (Charybdis)
38059daccf
Added integration test.
2015-10-07 12:20:40 +02:00
Stéphane Adjemian (Charybdis)
62b1c85fd4
Revert "test suite: adjust display of results appropriately depending on whether octave/matlab or both were used"
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This reverts commit 1bc965625c
.
2015-10-06 16:38:59 +02:00
Stéphane Adjemian (Charybdis)
4825745047
Revert "test suite: add rule for text files"
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This reverts commit 7e41cc170b
.
2015-10-06 16:38:59 +02:00
Michel Juillard
c0bc1f949b
removing old test files
2015-10-06 13:44:52 +02:00
Stéphane Adjemian (Charybdis)
f215e77a3e
Reduced execution time of tests/optimizers/fs2000_6.
2015-10-06 11:34:56 +02:00
Houtan Bastani
7e41cc170b
test suite: add rule for text files
2015-10-05 12:30:01 +02:00
Houtan Bastani
1bc965625c
test suite: adjust display of results appropriately depending on whether octave/matlab or both were used
2015-09-23 13:56:16 +02:00
Houtan Bastani
d7d8af34a0
preprocessor: remove create_timing_csv.sh (moved to testsuite.git)
2015-09-21 10:59:20 +02:00
Houtan Bastani
51ab885e68
test suite: fix naming in graph when a point is highlighted
2015-09-17 15:50:34 +02:00
Houtan Bastani
06e76386eb
fix bug in 9d81916b82
2015-09-17 11:35:26 +02:00
Houtan Bastani
9d81916b82
test suite: make test work for non-dynbot users on Linux and OS X
2015-09-17 11:30:10 +02:00
Houtan Bastani
b28f9ef0b3
test suite: prettier printing of timing results
2015-09-17 11:05:52 +02:00
Houtan Bastani
67410d87cf
fix permissions on create_timing_csv.sh
2015-09-16 10:35:19 +02:00
Houtan Bastani
42d100f8c1
test suite: add header to timing files
2015-09-15 17:38:32 +02:00
Houtan Bastani
c6e75df544
test suite: save timing info for graphs. #298
2015-09-11 15:24:05 +02:00
Houtan Bastani
5c006a4370
test suite: add timing, report 10 slowest tests. #298
2015-09-11 15:21:51 +02:00
Houtan Bastani
268384572b
Merge pull request #1017 from JohannesPfeifer/gsa_fix
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Fix bugs in gsa with morris and posterior sampling
2015-09-09 11:44:49 +02:00
Houtan Bastani
09e5440b69
test suite: fix bugs introduced in ad66a7bb35
and fe221bbc42
that broke parallel processing of test suite
2015-09-09 10:44:52 +02:00
Houtan Bastani
55acc0e557
Merge pull request #1049 from JohannesPfeifer/ramsey_test
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Add unit test for Ramsey policy that checks correctness with analytic…
2015-09-08 13:57:07 +02:00
Johannes Pfeifer
71fd7730f0
Add unit test for Ramsey policy that checks correctness with analytical results
2015-09-08 13:47:54 +02:00
Houtan Bastani
8d54aeeaf6
preprocessor: add relative_irf option to irf_calibration block. closes #720
2015-09-07 11:49:17 +02:00
Houtan Bastani
11eaf27453
Merge branch 'julia'
2015-09-01 11:35:16 +02:00
Houtan Bastani
fbe50131be
test: add @#includepath to test
2015-08-31 14:33:00 +02:00
Stéphane Adjemian
edcddd9008
Merge pull request #1037 from JohannesPfeifer/rolling_window
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Add capacities for rolling window estimation
2015-08-31 12:56:02 +02:00
Johannes Pfeifer
752bc543b4
Add unit test for correctness of discretionary policy
2015-08-30 12:03:43 +02:00
Johannes Pfeifer
9e504a1293
discretionary_policy: Add check whether equation number is consistent with declared number of instruments
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Also fixes unit test that violated this.
2015-08-30 11:43:54 +02:00
Houtan Bastani
ae49cddd1d
preprocessor: allow for [paths] block in dynare config file. closes #1039
2015-08-28 18:06:30 +02:00
Johannes Pfeifer
f80f0f9258
Add capacities for rolling window estimation
2015-08-25 15:37:25 +02:00
Michel Juillard
511801c903
finalize svar_global_identification_check
2015-08-24 14:53:27 +02:00
Houtan Bastani
bba553ff32
modify *_set_auxiliary_variables to work in julia
2015-08-17 15:36:18 +02:00
Houtan Bastani
a917d5e998
only add path to LOAD_PATH if it is not already there
2015-08-17 12:29:59 +02:00
Houtan Bastani
96869fbd76
add workspace() command to the beginning of test.jl
2015-08-17 11:45:24 +02:00
Johannes Pfeifer
35bd2ed5d0
Add unit test for model_comparison
2015-08-13 17:49:14 +02:00
Stéphane Adjemian (Charybdis)
7c0cf3eff3
Added bash script for deleting generated files.
2015-08-13 11:12:39 +02:00
Stéphane Adjemian (Charybdis)
ed12ea429b
Added @dynare macro.
2015-08-13 11:11:50 +02:00
Stéphane Adjemian (Charybdis)
b2bf59e8da
Added example (rbc model).
2015-08-12 18:37:41 +02:00
Johannes Pfeifer
698a44c98a
Add option for storing contemporaneous correlation
2015-08-11 11:27:55 +02:00
Johannes Pfeifer
40faefa182
Clarify unit test dependencies
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fs2000 is needed by other tests while fs2000_mf.mod is redundant
Closes #1018
2015-08-06 14:27:36 +02:00
Johannes Pfeifer
1134e34caa
Add unit test for posterior sampling with morris and rmse
2015-08-06 12:28:51 +02:00
Houtan Bastani
779e59cf02
test suite: add missing deletion of downloaded binaries
2015-08-03 08:52:12 +02:00
Johannes Pfeifer
5adfe426bc
Correct copy and paste mistake in comparison_policy_functions_dynare_mathematica.m
2015-08-01 08:26:38 +02:00
Johannes Pfeifer
30b277e6af
Fix filename in unit test
2015-07-31 22:55:21 +02:00
Johannes Pfeifer
a708037feb
Unit test checking correctness of decision rules against results from Dynare 4.3.2
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Detects problems as the unnoticed one introduced by caa04fb251
2015-07-31 17:45:32 +02:00
Johannes Pfeifer
7fbc587ae1
Lower tolerance for unit tests/irfs/example1_unit_std.mod
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Otherwise, Octave complains
2015-07-30 10:00:40 +02:00
Michel Juillard
e5d431919c
fixing one more test case for deterministic simulations and leads lags
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on more than one period
2015-07-29 16:36:13 +02:00
Michel Juillard
0cccceff86
fixed test cases for deterministic simulations with histval and leads
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and lags on more than one period: All variables different from zero
must be declared in histval. The reference simulation has one lag
because of k(-1).
2015-07-29 16:12:53 +02:00
Johannes Pfeifer
02bd634046
Add unit test for prior/posterior function
2015-07-28 15:37:01 +02:00
Johannes Pfeifer
0f50f33c2c
Initialize M_.dname=M_.fname in global_initialization.m
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Closes #979
2015-07-28 15:23:53 +02:00
Johannes Pfeifer
19b7f5ea7f
Bugfixes related to collect_LaTeX_Files.m
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- deals with potentially unset M_.dname
- loads missing float package
- prevents crash when longnames is not used
2015-07-26 17:49:54 +02:00
Johannes Pfeifer
126e04da20
Correct case-sensitive spelling in unit tests that stops testsuite in Linux
2015-07-24 08:34:16 +02:00
MichelJuillard
d82524ad1d
Merge pull request #987 from JohannesPfeifer/mixed_estimation
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Prevent mixed ML/Bayesian estimation
2015-07-23 15:57:03 +02:00
MichelJuillard
f21e02f6b9
Merge pull request #986 from JohannesPfeifer/foresight_auxvar_tests
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Add unit tests for dealing with multiple leads and lags
2015-07-23 15:56:19 +02:00
Johannes Pfeifer
244462adb6
Add unit test for disallowing mixed ML/Bayesian estimation
2015-07-23 14:44:26 +02:00
Johannes Pfeifer
9f21d2724f
Add unit tests for dealing with multiple leads and lags
2015-07-23 14:05:58 +02:00
Johannes Pfeifer
0fd76e0c6f
Assigning unique function for each input argument of lyapunov_symm.m
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The old way of redefining input arguments to satisfy different options was too error-prone. See 69daaa0460b0ddee97292c39d40355201e316622 of tholden
2015-07-22 15:11:39 +02:00
Johannes Pfeifer
bccadf7b03
Add compilation of TeX-binder to unit test
2015-07-22 13:46:57 +02:00
Johannes Pfeifer
3c5705d8d4
Make covariance matrix in example positive definite
2015-07-21 16:18:45 +02:00
Johannes Pfeifer
386225d4e6
Delete redundant steady_state_model block (was present twice).
2015-07-21 11:49:48 +02:00
Johannes Pfeifer
1f0897005f
Add mod.file lost in 6d048d8766
2015-07-21 10:02:34 +02:00
Johannes Pfeifer
b159d4227c
Fix wrong name of unit test in Makefile.am and make name more expressive
2015-07-20 21:17:44 +02:00
MichelJuillard
80253835a7
Merge pull request #738 from JohannesPfeifer/Kalman
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Kalman
2015-07-20 15:02:40 +02:00
MichelJuillard
f94910173d
Merge pull request #937 from JohannesPfeifer/graph_fix
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Various fixes related to graphs and eps-TeX-loaders
2015-07-20 14:36:20 +02:00
MichelJuillard
2269b38465
Merge pull request #740 from JohannesPfeifer/relative_irf
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Fix and document relative_irf
2015-07-20 14:20:00 +02:00
MichelJuillard
e174f5f00a
Merge pull request #726 from JohannesPfeifer/steady_linear
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Prevent incorrect steady state from being accepted if model is not truly linear
2015-07-20 14:06:03 +02:00
Johannes Pfeifer
1dfb6ea327
Add unit tests for Kalman filter calls from Matlab
2015-07-20 13:10:30 +02:00
MichelJuillard
ce3dc068c3
Merge pull request #692 from JohannesPfeifer/imcforecast
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Account for initial values when making conditional forecasts
2015-07-20 10:18:43 +02:00
Stéphane Adjemian (Charybdis)
caaabe9436
Added integration test for the linear_approximation option in
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perfect foresight model simulation.
Using a linearized version of the SW model we check that the
linear_approximation option does not affect the results.
2015-07-08 11:23:13 +02:00
Michel Juillard
dd1f761549
adding tests using lmmcp
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(cherry picked from commit 2ddfcf2f73
)
2015-07-07 16:45:20 +02:00
Johannes Pfeifer
d76b3a722e
Make use of preprocessor to set options_.silent_optimizer
2015-07-06 08:22:13 +02:00
Stéphane Adjemian
71700dff76
Merge pull request #942 from JohannesPfeifer/TaRB_integration
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Integrate the TaRB-algorithm into Dynare
2015-06-19 14:30:56 +02:00
Stéphane Adjemian (Charybdis)
462639103f
Added command to download binary data file from www.dynare.org/Datasets.
2015-06-18 14:55:21 +02:00
Stéphane Adjemian (Charybdis)
af29c078ad
Added integration test (deterministic simulation invoking solve_one_boundary routine).
2015-06-18 14:50:21 +02:00
Stéphane Adjemian
3fd010ff91
Merge pull request #957 from JohannesPfeifer/fs2000_steady_state
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Update unit tests to use correct steady state files
2015-06-18 14:25:01 +02:00
Houtan Bastani
aeb1542b48
preprocessor: add VerbatimStatement class. Closes #953
2015-06-16 12:48:32 +02:00
Johannes Pfeifer
aa4f38b60a
Add unit test to filter out incorrectly accepted steady state
2015-06-08 18:10:57 +02:00
Johannes Pfeifer
52f9d164ac
Add routine for creating parameter table
2015-06-08 17:59:57 +02:00
Johannes Pfeifer
e1aaa1796f
Add unit test for LaTeX eps-loaders
2015-06-08 17:59:56 +02:00
Johannes Pfeifer
aa4b07610e
Add unit test for TaRB MH-algorithm
2015-06-08 16:48:58 +02:00
Johannes Pfeifer
0769fd1cce
Add verbosity and SaveFile options to some optimizers
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Also moves additional optimizer-related files to corresponding subfolder
Closes #894
2015-06-08 16:44:44 +02:00
Johannes Pfeifer
e7bf0672f5
Add unit test for relative_irf option
2015-06-08 16:39:08 +02:00
Johannes Pfeifer
fe221bbc42
Add/adapt unit test for conditional forecasts with initval and histval blocks
2015-06-08 16:12:37 +02:00
Johannes Pfeifer
ad66a7bb35
Account for initial values when making conditional forecasts
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- Closes #655
- Implements unit test
- Saves distribution of controlled exogenous variables
- Adds information that the full path of constrained variables must be specified
2015-06-08 15:42:14 +02:00
Houtan Bastani
41155369ac
Merge pull request #955 from JohannesPfeifer/identification_fixes
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Various fixes to GSA and Identification
2015-06-08 10:17:24 +02:00
Johannes Pfeifer
2479a4fa66
Delete redundant initval-block from fs2000.common.inc
2015-06-07 18:11:28 +02:00
Johannes Pfeifer
ba7087ca65
Add moments_varendo to fs2000 unit test
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Was not triggered elsewhere
2015-06-07 17:27:30 +02:00
Johannes Pfeifer
0104f91f4b
Replace initval blocks by steady_state_model blocks in fs2000 unit tests
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Speeds up estimation
2015-06-07 17:11:39 +02:00
Johannes Pfeifer
0c9937f33c
Add unit test for ML with morris
2015-06-05 20:50:29 +02:00
Johannes Pfeifer
fbaf27493c
Add unit tests for correctness of identification results when only standard deviations are estimated
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Compares results for standard deviations specified with varexo to results when specified as deep parameter
2015-06-05 18:23:47 +02:00
Stéphane Adjemian (Lupi)
398718d48f
Revert "Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite)."
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This reverts commit 0fb612fad1
.
2015-06-05 17:14:20 +02:00
Stéphane Adjemian (Lupi)
0fb612fad1
Load xls file instead of xlsx file in tests/recursive/ls2003_bayesian_xls.mod (Octave testsuite).
2015-06-05 16:49:09 +02:00
Johannes Pfeifer
2aa341f730
Add unit test for diffuse filter in identification
2015-06-05 16:42:43 +02:00
Stéphane Adjemian (Karaba)
1658e5b997
Exclude recursive/ls2003_bayesian_xls.mod from testsuite if Octave version is less than 3.8 (problem for reading xls files).
2015-06-05 16:33:53 +02:00
Stéphane Adjemian (Hermes)
7a93e93f94
Fixed bug in testsuite (Octave).
2015-06-05 14:22:36 +02:00
Houtan Bastani
b1dce40284
fix typo
2015-06-05 10:49:01 +02:00
Michel Juillard
c782ca3686
adding occbin original files from 20140630
2015-06-04 14:18:46 +02:00
Stéphane Adjemian (Hermes)
eb28122cfa
Removed graphical output from integration test simul/simul_ZLB_purely_forward_no_solution.mod.
2015-06-04 12:28:58 +02:00
Stéphane Adjemian (Hermes)
fe398e5b0d
Renamed two integration tests (appended _xfail).
2015-06-03 12:24:28 +02:00
Stéphane Adjemian (Hermes)
3a5b221dde
Reduced the number of periods in integration tests for Extended Path.
2015-06-03 08:26:23 +02:00
Stéphane Adjemian (Hermes)
1614805c17
Added missing dependency (testsuite).
2015-06-01 18:21:30 +02:00
Stéphane Adjemian (Hermes)
ad8586f87c
Removed integration tests estimation/{fs2000_mc4.mod, fs2000_mc4_mf.mod}.
2015-06-01 16:42:02 +02:00
Stéphane Adjemian (Hermes)
5b0be85ba8
Removed integration tests estimation/{fs2000_mc6.mod, fs2000_mc6_mf.mod}.
2015-06-01 16:42:02 +02:00
Michel Juillard
c22d31330c
Adding 'ramsey_constraints' block to declare contraints for Ramsey
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problems. Note that LMMCP (solve_algo=10) still doesn't work in all cases.
2015-05-31 12:18:20 +02:00
Stéphane Adjemian (Hermes)
b7f8fb5710
Removed e_f from shocks (declared but unused in the model block).
...
=> Removed the first test (calibrated covariance of structural
shocks). We probably want to put it back, but need to change
the model for that (by adding e_f in the model).
2015-05-29 12:19:54 +02:00
Stéphane Adjemian (Hermes)
d3ce3aaca5
Removed e_f from shocks and estimated_params block (declared but not used in the model).
2015-05-29 12:13:49 +02:00
Stéphane Adjemian (Hermes)
60c18a0cef
Fixed typo.
2015-05-29 12:06:08 +02:00
Stéphane Adjemian (Hermes)
5fea7a4049
Fixed typos.
2015-05-29 11:52:04 +02:00
Frédéric Karamé
88ebafc363
Fixes typos.
2015-05-28 14:37:48 +02:00
Frédéric Karamé
a97cc09962
Simplification of the mod file.
2015-05-28 11:54:55 +02:00
Stéphane Adjemian (Hermes)
e4f3ff664c
Use macros and data command in tests/particle/dsge_base2.mod.
2015-05-27 18:09:03 +02:00
Stéphane Adjemian (Hermes)
ccd4e40b49
Merge branch 'master' into rewrite-nonlinear-filters
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Conflicts:
.gitmodules
tests/particle/dsge_base2.mod
2015-05-27 12:18:33 +02:00
Frédéric Karamé
2a5728dd85
last modfile
2015-05-27 12:06:50 +02:00
Frédéric Karamé
b7d40cc714
add three datafiles corresponding to the usual calibration exercise in the literature.
2015-05-27 12:06:50 +02:00
Frédéric Karamé
503356c2e3
clean the dsge_base mod file.
2015-05-27 12:06:50 +02:00
Houtan Bastani
89828e56cc
preprocessor: add proprosal_distribution and student_degrees_of_freedom options to estimation. closes #925
2015-05-19 12:31:22 +02:00
Stéphane Adjemian (Hermes)
19286d850b
Changed colours.
2015-05-18 18:31:49 +02:00
Johannes Pfeifer
0120fc16c1
Cut number of draws in fs2000_student.mod unit test to speed it up
2015-05-12 16:50:35 +02:00
Johannes Pfeifer
770ac5a4c8
Delete whitespace in Makefile.am that crashes autoreconf
2015-05-12 14:31:59 +02:00
Stéphane Adjemian
9d8823dd73
Merge pull request #932 from JohannesPfeifer/t_dist
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Unit test and cosmetic changes for t-distribution
2015-05-10 23:29:17 +02:00
Johannes Pfeifer
cf5a36a1a8
Fix typos Makefile.am
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Prevents test suite from running
2015-05-10 21:44:36 +02:00
Johannes Pfeifer
787f6d37c2
Add unit test for t-distribution as proposal density
2015-05-10 10:06:22 +02:00
Stéphane Adjemian (Charybdis)
e91d92ba6d
Changed encoding to utf-8.
2015-05-09 22:36:19 +02:00
Johannes Pfeifer
de427b77f2
Add unit test for differentiate_forward_vars
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Closes #727
2015-05-09 22:36:19 +02:00
Johannes Pfeifer
120946dfb3
Add unit test for deterministic simulations with several leads and lags
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Tests #617
2015-05-09 08:13:22 +02:00
Stéphane Adjemian
f9f763878c
Merge pull request #907 from JohannesPfeifer/optimizer_unit_tests
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Deletes redundant mode_compute tests and moves others to optimizers dire...
2015-05-07 15:14:31 +02:00
Stéphane Adjemian
ddc7464b9b
Merge pull request #911 from JohannesPfeifer/MH_cosmetics
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Cosmetic Fixes to Metropolis-Hastings routines
2015-05-07 14:29:27 +02:00
Stéphane Adjemian (Charybdis)
85422a2f7d
Added two rules in tests/makefile.am
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A mod file distributed in the tests folder can be executed with
~$ make ramst.o.drs
for Octave, or
~$ make ramst.m.drs
for Matlab. The new rules call %.m.trs or %.o.trs and display the
generated log file.
2015-04-30 16:23:15 +02:00
Stéphane Adjemian (Charybdis)
21870b39e8
Cosmetic. Changed colored output.
2015-04-30 13:59:38 +02:00
Stéphane Adjemian (Charybdis)
a2d0550764
Cosmetic changes. Nicer output for the testsuite (with colors depending on the results).
2015-04-28 13:02:39 +02:00
Houtan Bastani
1c25b7ddaa
reporting: update test for fan charts, #867
2015-04-27 18:28:20 +02:00
Houtan Bastani
18e9521450
preprocessor: add dirname option to estimation. closes #910
2015-04-27 11:59:21 +02:00
Johannes Pfeifer
d7293b110a
Add unit test for mh_recover option
2015-04-25 19:28:58 +02:00
Johannes Pfeifer
f6c29d9eb4
Deletes redundant mode_compute tests and moves others to optimizers directory
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Closes #888
2015-04-24 09:42:23 +02:00
Stéphane Adjemian (Charybdis)
1970951d1f
Merge branch 'johannes_fix_simulated_annealing_and_other_optimization_related_issues'
2015-04-16 22:31:07 +02:00
Stéphane Adjemian (Charybdis)
fff07396d2
Divided tests/optimizers/fs2000.mod into 12 mod files...
...
Otherwise the execution of the testsuite is not parallelized. Also, added a test for
mode_compute=1 (if fmincon from Mathworks' Optimization toolbox is
available).
2015-04-16 22:26:24 +02:00
Stéphane Adjemian (Charybdis)
31dc863077
Fixed graphic issue in tests/gsa/ls2003a.mod.
...
We still need to find out why eps format does not work under matlab...
2015-04-16 00:30:52 +02:00
Stéphane Adjemian (Charybdis)
79d0310c10
Added traps if some optimization algorithm are not availabe (testsuite).
2015-04-15 12:48:03 +02:00
Stéphane Adjemian (Charybdis)
a7f0366980
Removed gsa/ls2003a.mod from the test suite (which causes a segmentation fault and breaks the test suite).
2015-04-15 12:31:09 +02:00
Stéphane Adjemian (Charybdis)
da2c529ee7
Merge branch 'marco_gsa_fixes'
2015-04-14 15:54:59 +02:00
Stéphane Adjemian (Charybdis)
58641d0efc
Added gsa/ls2003a.mod in testuite.
2015-04-14 15:51:50 +02:00
Stéphane Adjemian (Charybdis)
8022a181c8
Removed excel data file used in ls2003_bayesian_xls.mod.
...
The excel data file available here:
http://www.dynare.org/Datasets/data_ca1_xls.xlsx
is downloaded by Matlab/Octave when performing the test. The file is
deleted after the estimation command.
2015-04-14 15:12:25 +02:00
Johannes Pfeifer
62f81da6dd
Add unit test for recursive estimation with Excel data
2015-04-14 15:12:25 +02:00
Marco Ratto
8908cfe0f4
Updated testing routine
2015-04-14 12:38:18 +02:00
Johannes Pfeifer
aea49e2fa0
Add unit test for mode_computations
2015-04-06 12:13:14 +02:00
Marco Ratto
214dc74723
- Fixed bugs around analytic derivation.
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- Fixed test routine, eliminating diffuse filter.
- Trapped incompatibility of diffuse filter with analytic derivation.
2015-04-01 09:00:51 +02:00
Johannes Pfeifer
bbbbeb839f
Change call to test.m to fataltest.m
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Necessary after a988418668
to prevent crashes
2015-03-18 13:32:04 +01:00
Johannes Pfeifer
91d8ce38bc
Disable OSR unit tests for optimizers not supported by Octave
2015-03-17 11:43:30 +01:00
Stéphane Adjemian (Hermes)
6d304891d1
Fixed EXTRA_DIST in Makefile.am.
...
I forgot to update Makefile.am after the change introduced in the
previous commit (a988418668
).
2015-03-13 22:51:02 +01:00
Stéphane Adjemian (Charybdis)
a988418668
Renamed tests/test.m as tests/fataltest.m.
...
Previous routine name was causing octave testsuite to throw a warning.
2015-03-13 17:57:46 +01:00
Stéphane Adjemian (Scylla)
3a3469b887
Cosmetic change.
2015-03-13 17:27:26 +01:00
Stéphane Adjemian (Scylla)
e2a149430e
Use perfect_foresight_setup and perfect_foresight_solver routines.
2015-03-13 17:26:27 +01:00
Stéphane Adjemian (Scylla)
f1d7060520
Added explicit extension for generated mat files (needed by octave).
2015-03-13 17:25:06 +01:00
Stéphane Adjemian (Scylla)
e82487ed62
Added missing extension for o.tls rule.
2015-03-13 17:24:07 +01:00
Stéphane Adjemian (Scylla)
6d7b72cb0d
Merged with master
2015-03-13 15:53:18 +01:00
Stéphane Adjemian (Charybdis)
7343fa8f99
Fixed typo in tests/Makefile.am
2015-03-13 15:52:33 +01:00
Stéphane Adjemian (Charybdis)
cd7ffc0f5a
Added missing matlab/octave scripts.
2015-03-13 15:39:43 +01:00
Stéphane Adjemian (Charybdis)
cf5ec64012
Removed display of debug info.
2015-03-13 15:27:16 +01:00
Stéphane Adjemian (Charybdis)
00d67110f2
Removed data files for tests/initval_file.
...
Generate the data instead with matlab's script
ramst_initval_file_data.m. Note that the excel files are only produced
and tested under Windows (xlswrite is not working on OS X, need to check
for Linux).
2015-03-09 08:59:48 +01:00
Stéphane Adjemian (Charybdis)
de5c541ce6
Manually merged PR #807 .
...
Fixed conflict related to the move of the perfect foresight related routines
in a subfolder.
2015-03-05 14:31:36 +01:00
Houtan Bastani
30428aeb17
preprocessor: add joint prior syntax, #824
2015-03-03 15:08:33 +01:00
Stéphane Adjemian
bcfa24bd99
Merge pull request #815 from JohannesPfeifer/newrat_analytic
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Add unit test for newrat with analytic derivatives and various Kalman al...
2015-03-01 16:31:29 +01:00
Johannes Pfeifer
49c32da83b
Add unit tests for different OSR algorithms
2015-02-28 20:42:46 +01:00
Houtan Bastani
59c8fe4319
test system: rename ramsey.mod as ramsey_.mod to avoid removal of ramsey directory when doing make clean
2015-02-23 16:50:14 +01:00
Houtan Bastani
dcabcb6b01
preprocessor: new command write_latex_original_model. closes #657
2015-02-16 08:31:30 +01:00
Houtan Bastani
7f067311df
use filter_algorithm option in particle tests
2015-02-09 03:21:25 +01:00
Michel Juillard
f29bb5c761
fixing bug in tests/Makefile.am introduced in previous commit
2015-01-16 09:29:55 +01:00
Michel Juillard
470fbbe0b2
Fixed bug in deterministic simulations with exogenous variables lagged
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by more than one period. Added corresponding test cases.
2015-01-15 11:27:00 +01:00
Houtan Bastani
beb3fd1534
reporting: add legendAt option. closes #810
2014-12-29 22:18:08 +01:00
Houtan Bastani
544e10fc29
reporting: fix legend entry for bar graphs
2014-12-29 20:37:44 +01:00
Houtan Bastani
0fbf99232d
reporting: add support for bar graphs, closes #809
2014-12-23 17:52:40 +01:00
Johannes Pfeifer
14938fd607
Add unit test for running smoother only
2014-12-08 11:30:30 +01:00
Johannes Pfeifer
e60157e9b8
Add unit test for newrat with analytic derivatives and various Kalman algos
2014-12-05 15:27:52 +01:00
Stéphane Adjemian (Charybdis)
fc3e1b2108
Merge remote-tracking branch 'fred@github/master'
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Conflicts:
matlab/initial_estimation_checks.m
matlab/utilities/tests
2014-11-28 16:53:44 +01:00
Johannes Pfeifer
bb92f9bc2a
Expand unit test on initval file
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Also moves it to separate directory
2014-11-27 10:49:18 +01:00
Johannes Pfeifer
d27e5bc5c2
Modify unit test for mode_compute=8 to set optimizer options
2014-11-25 09:56:55 +01:00
Johannes Pfeifer
1ac96c6808
Add initial values to prevent unit test from crashing due to numerical inaccuracy.
2014-11-24 17:40:29 +01:00
Houtan Bastani
2254f846c5
bug fix: remove consecutive plus signs
2014-11-24 12:26:10 +01:00
Johannes Pfeifer
e12b494921
Shorten length of unit test file to prevent crash
2014-11-23 09:32:29 +01:00
MichelJuillard
afb60b2528
Merge pull request #767 from JohannesPfeifer/osr_scaling
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Fix computation of objective function in OSR when covariances are specified
2014-11-21 22:03:00 +01:00
MichelJuillard
22d4a86c6d
Merge pull request #772 from JohannesPfeifer/varexo_det_forecasting
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Fix forecasting with exogenous deterministic variables
2014-11-21 21:48:19 +01:00
Johannes Pfeifer
8204be67d0
Add unit test for correctness of forecasting with exogenous variables
2014-11-21 10:38:30 +01:00
Houtan Bastani
c3fdb7517c
Merge pull request #782 from JohannesPfeifer/perfect_foresight_message
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Cosmetic change to perfect foresight + unit tests
2014-11-17 11:32:07 +01:00
Johannes Pfeifer
c5a0f932c2
Change wrong Windows-style file separators to Linux ones
2014-11-16 21:11:06 +01:00
Johannes Pfeifer
747f90d89b
Add unit tests for correct dimension of filtered, smoothed, forecasted, and updated variables and shocks
2014-11-16 21:08:18 +01:00
Johannes Pfeifer
ac085f943a
Add two unit test for perfect foresight simulation with only forward-looking variables
2014-11-16 15:09:16 +01:00
Johannes Pfeifer
201bbccae9
Add unit test for deterministic simulations without exogenous variables
2014-11-10 18:25:01 +01:00
Johannes Pfeifer
e94056a765
Add unit test for correct computation of loss function in the presence of non-stationary variables
2014-11-03 18:08:30 +01:00
Johannes Pfeifer
4aaebfbe46
Add unit test to check whether objective function matches and whether covariances actually work
2014-11-02 13:15:55 +01:00
Johannes Pfeifer
3d6af995bc
Update unit test by adding also auxiliary variables on exogenous variables
2014-10-30 14:23:13 +01:00
Johannes Pfeifer
38a0941d69
Add unit test file Ramsey with auxiliary variables
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TBD: add check for correctness. As variables are dummy variables, the solution should be identical to the one without these auxiliary variables
2014-10-30 13:31:58 +01:00
Stéphane Adjemian (Karaba)
7ab86d31ec
Dataset factorization. Removed tests/kalman/lyapunov/fsdat_simul.m and use tests/fs2000/fsdat_simul.m instead.
2014-10-21 16:42:52 +02:00
Stéphane Adjemian (Karaba)
a06083cb12
Fixed test (new data interface).
2014-10-20 16:31:40 +02:00
Stéphane Adjemian (Charybdis)
8244862bd1
Removed "spurious" characters.
2014-10-13 23:01:40 +02:00
Stéphane Adjemian (Charybdis)
9b3337c94d
Oups. I forgot to remove a dependency to a binary in tests/Makefile.am.
2014-10-13 22:21:23 +02:00
Stéphane Adjemian (Karaba)
f99fcfa27f
Removed "Do pure Lyapunov tests" section.
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This should be done in the lyapunov_symm routine.
2014-10-13 17:42:53 +02:00
Stéphane Adjemian (Karaba)
a9b5fb4263
Fixed test introduced in commit and removed binary file.
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Test was introduced in b11d14498aadac17c08b08dd80b6daf7dec9e340.
The binary file was a mat file containing a posterior mode, and the
second estimation must be run iff the control toolbox is available.
2014-10-13 17:42:53 +02:00
Johannes Pfeifer
7605820dff
Add unit test for Lyapunov solver
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- tests whether they run within a mod-file
- tests whether they yield the same result for a simple state-space model
2014-10-13 17:42:52 +02:00
Michel Juillard
b43b83b280
fixing bug in Makefile in commit 5e8489ac45
2014-09-10 09:47:17 +02:00
MichelJuillard
5e8489ac45
Merge pull request #696 from JohannesPfeifer/Ramsey_steady_state
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Bugfix Ramsey steady state with steady state files
2014-09-08 21:56:13 +02:00
Johannes Pfeifer
4b49abd724
Add missing files for Ramsey unit test with steady state.
2014-09-07 21:15:56 +02:00
Marco Ratto
62b4cfe631
Provisions for moment calibration.
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Sensitivity analysis for irf and moment calibration, with new function /gsa/map_calibration.m
Added new tests/gsa/ls2003a.mod for testsuite of irf/moment calibration
To be done:
- extend SA of calibration to MC and posterior samples (currently uses prior sample only)
- documentaion
- partial progress to close #267
2014-09-04 16:44:14 +02:00
Frédéric Karamé
b06b6a6161
Modifications for online estimation of linearly-solved models
2014-08-29 15:51:01 +02:00
Frédéric Karamé
788833d874
Added options.
2014-08-29 15:38:18 +02:00